Multivariate semi-nonparametric distributions with dynamic conditional correlations
Year of publication: |
2011
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Authors: | Del Brio, Esther B. ; Ñíguez, Trino-Manuel ; Perote, Javier |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943x. - Vol. 27.2011, 2, p. 347-365
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